13F-HR 1 submissiondata13f101231.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2010 Check here if Amendment [ ] Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Stux Capital Management, LLC Address: 520 West End Avenue, Suite A New York, New York 10024 13F File Number: 28-11410 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Thomas A. Bauer Title: Chief Operating Officer Phone: 212-579-7388 Signature, Place, and Date of Signing: Thomas A. Bauer New York, New York February 14, 2011 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 376 Form 13F Information Table Value Total: $660,359 (thousands) FORM 13F INFORMATION TABLE TITLE OF VALUE SHRS/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRTN MANAGERS SOLE SHARED NONE ALCOA INC COM 013817101 1068 69400 SH SOLE 0 69400 0 AARON'S INC COM 002535300 773 37900 SH SOLE 0 37900 0 APPLE, INC COM 037833100 20160 62500 SH SOLE 0 46700 15800 AMERISOURCEBERGEN CORP COM 03073E105 751 22000 SH SOLE 0 0 22000 ABBOTT LABS COM 002824100 690 14400 SH SOLE 0 14400 0 ACE LTD ORD H0023R105 1587 25500 SH SOLE 0 25500 0 ARCH COAL INC COM 039380100 1241 35400 SH SOLE 0 35400 0 ALBERTO CULVER CL B COM 013078100 2104 56800 SH SOLE 0 56800 0 ADOBE SYS INC COM 00724F101 4903 159300 SH SOLE 0 153900 5400 ANALOG DEVICES INC COM 032654105 437 11600 SH SOLE 0 0 11600 AUTODESK INC COM 052769106 539 14100 SH SOLE 0 14100 0 AETNA INC NEW COM 00817Y108 2505 82100 SH SOLE 0 82100 0 ASSURED GUARANTY LTD G0585R106 950 53700 SH SOLE 0 53700 0 ASSURANT INC COM 04621X108 1040 27000 SH SOLE 0 27000 0 ALLSTATE CORP COM 020002101 1556 48800 SH SOLE 0 48800 0 AUTOLIV INC COM 052800109 1421 18000 SH SOLE 0 18000 0 ALEXION PHARMACEUTICALS COM 015351109 298 3700 SH SOLE 0 3700 0 APPLIED MATLS INC COM 038222105 4840 344500 SH SOLE 0 344500 0 AMB PROPERTY CORP COM 00163T109 225 7100 SH SOLE 0 7100 0 ADVANCED MICRO DEVICES COM 007903107 161 19700 SH SOLE 0 19700 0 AMGEN INC COM 031162100 2849 51900 SH SOLE 0 40200 11700 AMERIPRISE FINANCIAL INC COM 03076C106 253 4400 SH SOLE 0 0 4400 AMERICAN TOWER CL A COM 029912201 914 17700 SH SOLE 0 0 17700 AMAZON COM INC COM 023135106 1332 7400 SH SOLE 0 3700 3700 AUTONATION INC COM 05329W102 358 12700 SH SOLE 0 0 12700 ANSYS INC COM 03662Q105 578 11100 SH SOLE 0 11100 0 APACHE CORP COM 037411105 1908 16000 SH SOLE 0 16000 0 ASHLAND INC COM 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CORP COM 14040H105 2920 68600 SH SOLE 0 47400 21200 CONOCOPHILLIPS COM 20825C104 15425 226500 SH SOLE 0 179900 46600 COVIDIEN LTD G2554F105 703 15400 SH SOLE 0 15400 0 COMPUTER SCIENCES CORP COM 205363104 253 5100 SH SOLE 0 5100 0 CISCO SYS INC COM 17275R102 10196 504000 SH SOLE 0 456500 47500 CENTURYLINK COM 156700106 623 13500 SH SOLE 0 0 13500 CONVERGYS CORP COM 212485106 1097 83300 SH SOLE 0 83300 0 COVENTRY HEALTH CARE COM 222862104 2186 82800 SH SOLE 0 62600 20200 CVS CAREMARK COM 126650100 883 25400 SH SOLE 0 25400 0 CHEVRONTEXACO CORP COM 166764100 11507 126100 SH SOLE 0 94600 31500 CONCHO RESOURCES INC COM 20605P101 491 5600 SH SOLE 0 5600 0 COMMUNITY HLTH SYS COM 203668108 3042 81400 SH SOLE 0 81400 0 DU PONT E I DE NEMOURS COM 263534109 409 8200 SH SOLE 0 0 8200 DELL COMPUTER CORP COM 24702R101 5729 422800 SH SOLE 0 370600 52200 QUEST DIAGNOSTICS INC COM 74834L100 1592 29500 SH SOLE 0 25400 4100 DANAHER CORP COM 235851102 448 9500 SH SOLE 0 0 9500 WALT DISNEY COMPANY COM 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